Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data

DOI10.5705/SS.202020.0115OpenAlexW3177077084MaRDI QIDQ5037835

Lianqiang Qu, Meiling Hao, Liu-Quan Sun

Publication date: 4 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0115

zbMATH Keywords

quantile regressionsparsityvariable screeningultrahigh-dimensional data

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis ⋮ Composite smoothed quantile regression ⋮ Overview of robust variable selection methods for high-dimensional linear regression model ⋮ Tuning-free sparse clustering via alternating hard-thresholding

Uses Software

• AS 229

Cites Work

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• Regression Quantiles
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